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Canonical correlation analysis in high dimensions with structured regularization.

ABSTRACT: Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an ℓ₂ penalty on the CCA coefficients is widely used in applications with high-dimensional data. One limitation of such regularization is that it ignores any data structure, treating all the features equally, which can be ill-suited for some applications. In this article we introduce several approaches to regularizing CCA that take the underlying data structure into account. In particular, the proposed group regularized canonical correlation analysis (GRCCA) is useful when the variables are correlated in groups. We illustrate some computational strategies to avoid excessive computations with regularized CCA in high dimensions. We demonstrate the application of these methods in our motivating application from neuroscience, as well as in a small simulation example.

SUBMITTER: Tuzhilina E

PROVIDER: S-EPMC10274416 | biostudies-literature | 2023 Jun

REPOSITORIES: biostudies-literature

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Canonical correlation analysis in high dimensions with structured regularization.

Tuzhilina Elena E Tozzi Leonardo L Hastie Trevor T

Statistical modelling 20211003 3

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an <i>ℓ</i><sub>2</sub> penalty on the CCA coefficients is widely used in applications with high-dimensional data. One limitation of such regularization is that it ignores any data structure, treating all the features equally, which can be ill-suited for some applications. In this article we int ...[more]

PMID: 37334164

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Project description:Brain imaging genetics can demonstrate the complicated relationship between genetic factors and the structure or function of the humankind brain. Therefore, it has become an important research topic and attracted more and more attention from scholars. The structured sparse canonical correlation analysis (SCCA) model has been widely used to identify the association between brain image data and genetic data in imaging genetics. To investigate the intricate genetic basis of cerebrum imaging phenotypes, a great deal of other standard SCCA methods combining different interested structed have now appeared. For example, some models use group lasso penalty, and some use the fused lasso or the graph/network guided fused lasso for feature selection. However, prior knowledge may not be completely available and the group lasso methods have limited capabilities in practical applications. The graph/network guided approaches can use sample correlation to define constraints, thereby overcoming this problem. Unfortunately, this also has certain limitations. The graph/network conducted methods are susceptible to the sign of the sample correlation of the data, which will affect the stability of the model. To improve the efficiency and stability of SCCA, a sparse canonical correlation analysis model with GraphNet regularization (FGLGNSCCA) is proposed in this manuscript. Based on the FGLSCCA model, the GraphNet regularization penalty is imposed in our study and an optimization algorithm is presented to optimize the model. The structural Magnetic Resonance Imaging (sMRI) and gene expression data are used in this study to find the genotype and characteristics of brain regions associated with Alzheimer's disease (AD). Experiment results shown that the new FGLGNSCCA model proposed in this manuscript is superior or equivalent to traditional methods in both artificially synthesized neuroimaging genetics data or actual neuroimaging genetics data. It can select essential features more powerfully compared with other multivariate methods and identify significant canonical correlation coefficients as well as captures more significant typical weight patterns which demonstrated its excellent ability in finding biologically important imaging genetic relations.

Dataset Information

Canonical correlation analysis in high dimensions with structured regularization.

Publications

Canonical correlation analysis in high dimensions with structured regularization.

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